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Gruber P. Convex and Discrete Geometry

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2 <strong>Convex</strong> Functions<br />

1 <strong>Convex</strong> Functions of One Variable<br />

<strong>Convex</strong> functions of one variable are important for analytic inequalities of various<br />

sorts, for functional equations <strong>and</strong> for special functions. The convexity of a function<br />

of one variable has far reaching analytic <strong>and</strong> geometric consequences. For example,<br />

each convex function is almost everywhere twice differentiable.<br />

In this section we first consider continuity, affine support, <strong>and</strong> differentiability<br />

properties. Then classical inequalities are given. Finally, we present the characterization<br />

of the gamma function due to Bohr <strong>and</strong> Mollerup together with Artin’s elegant<br />

proof.<br />

For references to the literature, see the books <strong>and</strong> surveys cited above.<br />

1.1 Preliminaries<br />

This section contains the basic definitions of convex sets <strong>and</strong> convex functions <strong>and</strong><br />

the relation between these two notions via epigraphs. The setting is Euclidean dspace<br />

E d .<br />

<strong>Convex</strong> Sets <strong>and</strong> <strong>Convex</strong> Functions<br />

Let C be a set in E d .ThesetC is convex if it contains with any two points x, y also<br />

the line segment [x, y] with endpoints x, y. In other words, C is convex, if<br />

C is strictly convex, ifitisclosed<strong>and</strong><br />

(1 − λ)x + λy ∈ C for x, y ∈ C, 0 ≤ λ ≤ 1.<br />

(1 − λ)x + λy ∈ int C for x, y ∈ C, x �= y, 0

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